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Re: st: Wanted: simulated data with cluster structure


From   Bert Jung <bjung59@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Wanted: simulated data with cluster structure
Date   Wed, 11 May 2011 08:04:43 -0400

Thanks Stas... -expand-, of course...
Bert

On Tue, May 10, 2011 at 10:48 PM, Stas Kolenikov <skolenik@gmail.com> wrote:
> On Tue, May 10, 2011 at 9:31 PM, Bert Jung <bjung59@gmail.com> wrote:
>> I need a simulated dataset with clustered data to test a user-written
>> bootstrap routine.  The only important feature is that the cluster
>> structure should lead to visibly biased standard errors in -regress-
>> and that a -regress, cluster()- should return the correct standard
>> error.
>
> Oh come on.
>
> set obs 20
> gen u = rnormal()
> gen cl = _n
> expand 20
> gen e = 0.2*rnormal()
> gen y = u+e
> reg y
> reg y, cl(cl)
>
> --
> Stas Kolenikov, also found at http://stas.kolenikov.name
> Small print: I use this email account for mailing lists only.
>
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